+195.5%
AMGN vs HAL
+4.5%
+191.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -13.7% | -3.3% | -10.4% | -13.4% |
| 30D | -8.8% | +8.2% | -17.0% | -9.6% |
| 3M | +7.2% | -9.4% | +16.6% | +8.2% |
| 6M | +1.3% | +0.6% | +0.6% | +0.8% |
| YTD | +17.6% | +28.6% | -10.9% | +13.7% |
| 1Y | +37.2% | +63.9% | -26.7% | +28.5% |
| 3Y | +57.7% | -7.1% | +64.9% | +55.8% |
| 5Y | +106.3% | +102.3% | +3.9% | +79.3% |
| All | +195.5% | +4.5% | +191.0% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling